Regression Analysis for Very Large Data Sets via Merge and Reduce

Frequentist and Bayesian linear regression for large data sets. Useful when the data does not fit into memory (for both frequentist and Bayesian regression), to make running time manageable (mainly for Bayesian regression), and to reduce the total running time because of reduced or less severe memory-spillover into the virtual memory. This is an implementation of Merge & Reduce for linear regression as described in Geppert, L.N., Ickstadt, K., Munteanu, A., & Sohler, C. (2020). 'Streaming statistical models via Merge & Reduce'. International Journal of Data Science and Analytics, 1-17, .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0.0 by Leo N. Geppert, a year ago

Browse source code at

Authors: Esther Denecke [aut] , Leo N. Geppert [aut, cre] , Steffen Maletz [ctb] , R Core Team [ctb]

Documentation:   PDF Manual  

GPL-2 | GPL-3 license

Imports data.table

Depends on Rcpp

Suggests testthat

Enhances rstan

See at CRAN